Pokemon life lesson: You can change; you're never stuck as who you are today.
This lesson is true for any pokemon who evolves, or even levels up really, but it's especially true for Feebas to Milotic. *JocelynCD
makes the case here
that the transformation from these two pokemon is especially similar to the transformation for a transgendered person (h/t :devfeare909).
I wanted to add my own take on it: these pokemon were introduced in Gen3, as was Deoxys, the DNA pokemon ('Deoxy"riboNucleic Acid). There is such a thing as the Mitotic phase in cell replication where the cell splits into two identical copies, possibly a reference to the two 'selves' that are both real and achievable by a trans person.
There are more posters!Pokemon Life Lessons Series
Pokemon copyright Nintendo/Gamefreak/The Pokemon Company International, apparently.